| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
4,326.5 |
4,215.0 |
-111.5 |
-2.6% |
4,964.0 |
| High |
4,418.0 |
4,499.0 |
81.0 |
1.8% |
5,004.5 |
| Low |
4,076.5 |
4,112.5 |
36.0 |
0.9% |
4,076.5 |
| Close |
4,330.5 |
4,333.5 |
3.0 |
0.1% |
4,330.5 |
| Range |
341.5 |
386.5 |
45.0 |
13.2% |
928.0 |
| ATR |
331.8 |
335.7 |
3.9 |
1.2% |
0.0 |
| Volume |
1,362 |
1,036 |
-326 |
-23.9% |
4,409 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,474.5 |
5,290.5 |
4,546.1 |
|
| R3 |
5,088.0 |
4,904.0 |
4,439.8 |
|
| R2 |
4,701.5 |
4,701.5 |
4,404.4 |
|
| R1 |
4,517.5 |
4,517.5 |
4,368.9 |
4,609.5 |
| PP |
4,315.0 |
4,315.0 |
4,315.0 |
4,361.0 |
| S1 |
4,131.0 |
4,131.0 |
4,298.1 |
4,223.0 |
| S2 |
3,928.5 |
3,928.5 |
4,262.6 |
|
| S3 |
3,542.0 |
3,744.5 |
4,227.2 |
|
| S4 |
3,155.5 |
3,358.0 |
4,120.9 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,254.5 |
6,720.5 |
4,840.9 |
|
| R3 |
6,326.5 |
5,792.5 |
4,585.7 |
|
| R2 |
5,398.5 |
5,398.5 |
4,500.6 |
|
| R1 |
4,864.5 |
4,864.5 |
4,415.6 |
4,667.5 |
| PP |
4,470.5 |
4,470.5 |
4,470.5 |
4,372.0 |
| S1 |
3,936.5 |
3,936.5 |
4,245.4 |
3,739.5 |
| S2 |
3,542.5 |
3,542.5 |
4,160.4 |
|
| S3 |
2,614.5 |
3,008.5 |
4,075.3 |
|
| S4 |
1,686.5 |
2,080.5 |
3,820.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,975.0 |
4,076.5 |
898.5 |
20.7% |
319.8 |
7.4% |
29% |
False |
False |
846 |
| 10 |
5,458.0 |
4,076.5 |
1,381.5 |
31.9% |
323.8 |
7.5% |
19% |
False |
False |
840 |
| 20 |
6,011.5 |
4,076.5 |
1,935.0 |
44.7% |
321.8 |
7.4% |
13% |
False |
False |
812 |
| 40 |
6,706.5 |
4,076.5 |
2,630.0 |
60.7% |
246.4 |
5.7% |
10% |
False |
False |
1,749 |
| 60 |
6,806.5 |
4,076.5 |
2,730.0 |
63.0% |
198.5 |
4.6% |
9% |
False |
False |
1,282 |
| 80 |
6,806.5 |
4,076.5 |
2,730.0 |
63.0% |
179.9 |
4.2% |
9% |
False |
False |
1,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,141.6 |
|
2.618 |
5,510.9 |
|
1.618 |
5,124.4 |
|
1.000 |
4,885.5 |
|
0.618 |
4,737.9 |
|
HIGH |
4,499.0 |
|
0.618 |
4,351.4 |
|
0.500 |
4,305.8 |
|
0.382 |
4,260.1 |
|
LOW |
4,112.5 |
|
0.618 |
3,873.6 |
|
1.000 |
3,726.0 |
|
1.618 |
3,487.1 |
|
2.618 |
3,100.6 |
|
4.250 |
2,469.9 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,324.3 |
4,360.8 |
| PP |
4,315.0 |
4,351.7 |
| S1 |
4,305.8 |
4,342.6 |
|